Option Pricing Python Packages

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

16K 172 7

optopsy

A nimble options research and backtesting library for Python

14K 1K 209

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

3K 181 76

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

2K 224 45

quantflow

Quantitative finance and derivative pricing

1K 48 12

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

1K 352 50

quant-kernel

A high-performance quantitative finance compute engine for derivatives pricing

568 8 3

derivatives-pricing

A Python library for options pricing and Greeks computation.

535 2 0

fftoptionlib

FFT-based Option Pricing Methods in Python

507 59 17

quantsbin

Quantitative Finance tools

412 641 89

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

411 28 4

optionmc

OptionMC is a Python package for pricing European options using Monte Carlo simulation, featuring variance reduction techniques and educational visualizations. Designed for both quantitative finance practitioners and students learning derivatives pricing.

386 6 0